Package: tsDyn
Type: Package
Title: Nonlinear time series models with regime switching
Version: 0.9-1
Date: 05/11/2012
Authors@R: c(person("Antonio Fabio", "Di Narzo",role = c("aut",
        "cre")), person("Jose Luis", "Aznarte",role = "ctb"),
        person("Matthieu", "Stigler", role = c("aut","cre"),
        email="Matthieu.Stigler@gmail.com"))
Depends: mgcv, Matrix, snow,mnormt,foreach, MASS, nlme,methods
Imports: nnet, tseriesChaos, tseries, utils, vars, urca, methods
Suggests: tcltk, sm, scatterplot3d, rgl, FinTS
Maintainer: Matthieu Stigler <Matthieu.Stigler@gmail.com>
Description: Implements nonlinear autoregressive (AR) time series
        models. For univariate series, a non-parametric approach is
        available through additive nonlinear AR. Parametric modeling
        and testing for regime switching dynamics is available when the
        transition is either direct (TAR: threshold AR) or smooth
        (STAR: smooth transition AR, LSTAR). For multivariate series,
        one can estimate a range of TVAR or threshold cointegration
        TVECM models with two or three regimes. Tests can be conducted
        for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo
        2006).
License: GPL (>= 2)
URL: http://tsdyn.googlecode.com
Packaged: 2012-11-06 09:02:39 UTC; mat
Author: Antonio Fabio Di Narzo [aut, cre], Jose Luis Aznarte [ctb],
        Matthieu Stigler [aut, cre]
Repository: CRAN
Date/Publication: 2012-11-08 16:51:26
